相关论文: Learning stochastic multiscale models through norm…

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

The numerical simulation and optimization of technical systems described by partial differential equations is expensive, especially in multi-query scenarios in which the underlying equations have to be solved for different parameters. A…

Learning probabilistic models that can estimate the density of a given set of samples, and generate samples from that density, is one of the fundamental challenges in unsupervised machine learning. We introduce a new generative model based…

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…

We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Atmospheric models used for weather and climate prediction are traditionally formulated in a deterministic manner. In other words, given a particular state of the resolved scale variables, the most likely forcing from the sub-grid scale…

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…

Neural Stochastic Differential Equations model a dynamical environment with neural nets assigned to their drift and diffusion terms. The high expressive power of their nonlinearity comes at the expense of instability in the identification…

Studying the dynamics of open quantum systems can enable breakthroughs both in fundamental physics and applications to quantum engineering and quantum computation. Since the density matrix $\rho$, which is the fundamental description for…

Derivation of the probability density evolution provides invaluable insight into the behavior of many stochastic systems and their performance. However, for most real-time applica-tions, numerical determination of the probability density…